Varonis Systems, Inc. (VRNS)
41.04
-0.18
(-0.45%)
USD |
NASDAQ |
Aug 24, 16:00
41.04
0.00 (0.00%)
After-Hours: 20:00
Varonis Systems Max Drawdown (5Y) : 78.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 78.19% |
| June 30, 2026 | 78.19% |
| May 31, 2026 | 78.19% |
| April 30, 2026 | 78.19% |
| March 31, 2026 | 78.19% |
| February 28, 2026 | 78.19% |
| January 31, 2026 | 78.19% |
| December 31, 2025 | 78.19% |
| November 30, 2025 | 78.19% |
| October 31, 2025 | 78.19% |
| September 30, 2025 | 78.19% |
| August 31, 2025 | 78.19% |
| July 31, 2025 | 78.19% |
| June 30, 2025 | 78.19% |
| May 31, 2025 | 78.19% |
| April 30, 2025 | 78.19% |
| March 31, 2025 | 78.19% |
| February 28, 2025 | 78.19% |
| January 31, 2025 | 78.19% |
| December 31, 2024 | 78.19% |
| November 30, 2024 | 78.19% |
| October 31, 2024 | 78.19% |
| September 30, 2024 | 78.19% |
| August 31, 2024 | 78.19% |
| July 31, 2024 | 78.19% |
| Date | Value |
|---|---|
| June 30, 2024 | 78.19% |
| May 31, 2024 | 78.19% |
| April 30, 2024 | 78.19% |
| March 31, 2024 | 78.19% |
| February 29, 2024 | 78.19% |
| January 31, 2024 | 78.19% |
| December 31, 2023 | 78.19% |
| November 30, 2023 | 78.19% |
| October 31, 2023 | 78.19% |
| September 30, 2023 | 78.19% |
| August 31, 2023 | 78.19% |
| July 31, 2023 | 78.19% |
| June 30, 2023 | 78.19% |
| May 31, 2023 | 78.19% |
| April 30, 2023 | 78.19% |
| March 31, 2023 | 78.19% |
| February 28, 2023 | 78.19% |
| January 31, 2023 | 78.19% |
| December 31, 2022 | 78.19% |
| November 30, 2022 | 78.19% |
| October 31, 2022 | 68.45% |
| September 30, 2022 | 65.41% |
| August 31, 2022 | 65.41% |
| July 31, 2022 | 65.36% |
| June 30, 2022 | 61.25% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CrowdStrike Holdings, Inc. | 67.69% |
| Palo Alto Networks, Inc. | 36.01% |
| Tenable Holdings, Inc. | 74.40% |
| Microsoft Corp. | 37.14% |
| Fortinet, Inc. | 38.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.46 |
| Beta (5Y) | 0.8285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.28% |
| Historical Sharpe Ratio (5Y) | -0.2353 |
| Historical Sortino (5Y) | -0.314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |